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SVARs identification through bounds on the forecast error variance
Volpicella, Alessio - 2019
-robust approach is proposed to construct estimation and inference. Thirdly, this paper suggests a procedure to derive theory …
Persistent link: https://www.econbiz.de/10012037315
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Measuring market expectations
Baumeister, Christiane - 2021
Persistent link: https://www.econbiz.de/10012613628
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural favars
Marcellino, Massimiliano; Sivec, Vasja - 2015
Persistent link: https://www.econbiz.de/10011289242
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Macroprudential policy and forecasting using hybrid DSGE models with financial frictions and state space Markov-Switching TVP-VARS
Bekiros, Stelios D.; Paccagnini, Alessia - In: Macroeconomic dynamics 19 (2015) 7, pp. 1565-1592
Persistent link: https://www.econbiz.de/10011515386
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News versus surprise in structural forecasting models: central bankers’ practical perspective
Musil, Karel; Tvrz, Stanislav; Vlček, Jan - 2021
Persistent link: https://www.econbiz.de/10012792209
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Asymmetric semi-volatility spillover effects in EMU stock markets
Caloia, Francesco Giuseppe; Cipollini, Andrea; … - In: International review of financial analysis 57 (2018), pp. 221-230
Persistent link: https://www.econbiz.de/10012006352
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Do macro shocks matter for equities?
Dison, Will; Theodoridis, Konstantinos - 2017
Persistent link: https://www.econbiz.de/10011912881
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Central bank information and the effects of monetary shocks
Hubert, Paul - 2017
Persistent link: https://www.econbiz.de/10011760125
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Monetary, fiscal and oil shocks : evidence based on mixed frequency structural FAVARs
Marcellino, Massimiliano; Sivec, Vasja - In: Journal of econometrics 193 (2016) 2, pp. 335-348
Persistent link: https://www.econbiz.de/10011704953
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Chapter 2. DSGE Model-Based Forecasting
Negro, Marco Del; Schorfheide, Frank - In: Handbook of Economic Forecasting : volume 2, part A, (pp. 57-140). 2013
Dynamic stochastic general equilibrium (DSGE) models use modern macroeconomic theory to explain and predict comovements …
Persistent link: https://www.econbiz.de/10014025547